Inference of high-dimensional linear models with time-varying coefficients (Q4602125)
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scientific article; zbMATH DE number 6829980
Language | Label | Description | Also known as |
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English | Inference of high-dimensional linear models with time-varying coefficients |
scientific article; zbMATH DE number 6829980 |
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Inference of high-dimensional linear models with time-varying coefficients (English)
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26 January 2018
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asymptotic theory
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high-dimensional linear models
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statistical inference
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time-varying coefficients
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time series analysis
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